S&P GSCI Feeder Cattle Index EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:14.64% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 2.86 | |
| 0.1029 | 30.86 | |
| 0.9816 | 1,117.96 | |
| -0.0472 | -16.20 |
Estimation Period:
Jan 7, 2002 to Feb 13, 2026
Jan 7, 2002 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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